I spent a fabulous hour on Friday afternoon catching up with yet another ex-Merrill Lynch colleague who is out there on his own, doing his own thing, being an entrepreneur on a choppy sea.

Obviously, it’s not for everyone. Some people love their job, rightly derive satisfaction and security from working for a great global brand firm – or any firm.

When you work for a firm, you don’t have to think about begging, borrowing or stealing your start up funds, finding an office, negotiating the rent, buying a bunch of PCs, sorry – Macs, hiring good people, finding new clients, repeating Your Story all day every day and coming up with a compelling business plan.

In a global brand firm, Someone Else does all that stuff – which allows you to get on with the business of doing your thing.

But if you don’t love your job, if you have honed your skills through 10,000 hours of unrelenting hard work, cultivated an admiring client base, have a clear vision, focused drive and a bit of talent, then maybe it’s time to think the unthinkable: why not walk away and start your own gig?

It’s not easy and it’s not safe. Definitely not. In this environment? Absolutely not.

But maybe that’s exactly why you should do it – to prove you can. Plenty of people will say you’re nuts. But then that’s what they said to Steve Jobs, Henry Ford and Imran*.

And they all did OK.

*Imran is the entrepreneurial, smart, charismatic guy who started his own, very popular, stocks everything you reasonably need store next to my local train station three years ago.